Consultant: Credit Analytics and Modelling – SA1157
Our client, a global boutique consulting firm, is looking for a Credit Analytics and Modelling Consultant to join their South African or Netherlands based teams. Candidates who are interested should have experience with the development, validation and implementation of credit risk models, spanning regulatory capital and impairments across retail credit portfolios, as well as applied working experience with developing and using programming languages (e.g., SAS, Matlab, R, Python) and data structures.
This position is open to applicants who want to be based in South Africa, or in The Netherlands.
Responsibilities will include:
- The preparation, analysis and validation of model development data
- The conceptual design of modelling approaches and model architectures, including model principles, quantitative methods and underlying assumptions
- The development of model code, e.g., SAS
- Producing full model development documentation and communication material
- Producing high-quality model review / audit / validation reports
- Participating in content discussions with stakeholders such as credit specialists, independent validators, auditors
- Presenting outputs of modelling work at technical forums or working groups
- Producing professional progress reports to project leaders
- Supporting models throughout the model lifecycle, including governance and approval processes
For more information, please contact Wilhelm ([email protected] or +27 (0)82 823 9978).